+10,612.6%
TER vs SPY
+3,091.8%
+7,520.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +6.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.4% |
| 30D | -8.3% | +0.1% | -8.3% | -8.4% |
| 3M | -12.2% | +2.0% | -14.2% | -13.2% |
| 6M | +17.1% | +13.0% | +4.1% | 0.0% |
| YTD | +84.7% | +13.5% | +71.1% | +57.4% |
| 1Y | +199.9% | +20.0% | +180.0% | +137.0% |
| 3Y | +232.8% | +77.2% | +155.6% | +50.5% |
| 5Y | +198.6% | +81.9% | +116.7% | +35.4% |
| 10Y | +1,669.7% | +314.1% | +1,355.7% | +130.7% |
| All | +10,612.6% | +3,091.8% | +7,520.8% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling